Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 47,370 : : Positions : : 34,869 41,564 6,608 217 4,762 0 0 0 126 0 625 : : : : Changes from: February 7, 2012 : : 1,002 1,297 401 0 -488 0 0 0 -143 0 273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 87.7 13.9 0.5 10.1 0.0 0.0 0.0 0.3 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 23 33 11 . 11 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 17,301 : : Positions : : 14,524 14,415 505 749 2,109 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : -247 -230 0 -14 89 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 83.3 2.9 4.3 12.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 25 . 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 9,792 : : Positions : : 5,203 5,370 954 341 2,439 0 0 110 0 502 96 : : : : Changes from: February 7, 2012 : : 91 103 79 31 -124 0 0 0 0 19 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 54.8 9.7 3.5 24.9 0.0 0.0 1.1 0.0 5.1 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 22 8 5 13 0 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 5,901 : : Positions : : 2,970 4,099 887 251 463 25 0 0 477 0 149 : : : : Changes from: February 7, 2012 : : 523 550 -6 -11 38 0 0 0 110 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 69.5 15.0 4.3 7.8 0.4 0.0 0.0 8.1 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 31 31 6 4 9 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 2,533 : : Positions : : 1,136 881 160 312 485 80 0 0 0 364 0 : : : : Changes from: February 7, 2012 : : 119 105 35 -45 60 0 0 0 0 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 34.8 6.3 12.3 19.1 3.2 0.0 0.0 0.0 14.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 4 . 5 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 2,249 : : Positions : : 1,969 2,224 280 25 0 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 98.9 12.4 1.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 7 5 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 9,363 : : Positions : : 8,402 8,534 593 521 182 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : 450 925 413 -62 62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 91.1 6.3 5.6 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 24,410 : : Positions : : 18,600 19,243 2,384 1,481 2,999 0 0 0 0 480 207 : : : : Changes from: February 7, 2012 : : 150 68 -353 -36 218 0 0 0 0 -235 112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 78.8 9.8 6.1 12.3 0.0 0.0 0.0 0.0 2.0 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 16 6 6 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 339,517 : : Positions : : 115,027 194,118 43,657 13,202 20,714 51,186 11,847 19,205 10,607 27,153 31,255 : : : : Changes from: February 7, 2012 : : 17,729 13,653 -439 -589 966 2,237 3,697 524 639 4,607 2,724 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 57.2 12.9 3.9 6.1 15.1 3.5 5.7 3.1 8.0 9.2 : : : : Number of Traders in Each Category Total Traders: 179 : : 58 72 14 5 16 47 14 27 16 7 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 50,756 : : Positions : : 13,318 9,988 7,281 1,106 12,583 0 0 0 0 10,030 15,631 : : : : Changes from: February 7, 2012 : : 187 -122 -87 149 -17 0 0 0 0 71 314 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 19.7 14.3 2.2 24.8 0.0 0.0 0.0 0.0 19.8 30.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 6 5 4 9 0 0 0 0 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 12,887 : : Positions : : 8,355 7,025 2,100 570 2,130 0 100 150 59 2,797 75 : : : : Changes from: February 7, 2012 : : -238 345 487 -96 -22 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 54.5 16.3 4.4 16.5 0.0 0.8 1.2 0.5 21.7 0.6 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 30 8 . 9 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 9,338 : : Positions : : 5,601 5,685 1,075 1,703 1,850 708 0 0 50 100 0 : : : : Changes from: February 7, 2012 : : 175 -180 -180 175 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 60.9 11.5 18.2 19.8 7.6 0.0 0.0 0.5 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 15 4 7 9 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 1,864 : : Positions : : 1,412 1,500 305 37 120 0 0 0 0 150 0 : : : : Changes from: February 7, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 80.5 16.4 2.0 6.4 0.0 0.0 0.0 0.0 8.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 6 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 10,992 : : Positions : : 7,354 8,206 0 540 109 783 0 242 516 237 1,120 : : : : Changes from: February 7, 2012 : : -132 -224 0 -47 10 64 0 0 -207 33 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 74.7 0.0 4.9 1.0 7.1 0.0 2.2 4.7 2.2 10.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 22 0 . . 5 0 . 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 14,042 : : Positions : : 12,539 12,375 341 219 180 44 0 80 315 575 247 : : : : Changes from: February 7, 2012 : : 1,133 1,266 -61 0 4 -5 0 0 95 -277 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 88.1 2.4 1.6 1.3 0.3 0.0 0.6 2.2 4.1 1.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 33 36 . . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,619 : : Positions : : 1,111 1,066 262 0 33 0 0 0 65 276 32 : : : : Changes from: February 7, 2012 : : 35 32 5 0 0 0 0 0 37 0 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 65.8 16.2 0.0 2.0 0.0 0.0 0.0 4.0 17.0 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 447,737 : : Positions : : 141,832 138,648 43,206 77,136 80,620 40,615 14,343 20,095 12,813 9,134 87,085 : : : : Changes from: February 7, 2012 : : 906 -5,316 6,543 -3,493 4,102 -1,449 3,254 2,742 -2,795 5,955 -1,873 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 31.0 9.6 17.2 18.0 9.1 3.2 4.5 2.9 2.0 19.4 : : : : Number of Traders in Each Category Total Traders: 124 : : 36 36 11 17 26 18 5 15 15 12 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,451,821 : : Positions : : 322,779 419,073 144,678 357,748 654,917 254,964 21,075 352,141 114,674 67,792 508,807 : : : : Changes from: February 7, 2012 : : -10,674 -7,816 -15,868 10,505 12,693 22,396 -5,784 -6,256 9,467 2,212 12,898 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 17.1 5.9 14.6 26.7 10.4 0.9 14.4 4.7 2.8 20.8 : : : : Number of Traders in Each Category Total Traders: 393 : : 53 54 16 33 42 90 41 97 75 60 127 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 247,556 : : Positions : : 67,563 103,788 16,054 16,112 20,578 220 38,420 18,881 81,597 3,843 40,658 : : : : Changes from: February 7, 2012 : : -2,560 10,669 -773 -835 4,025 -137 47 1,220 12,466 -1,188 -521 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 41.9 6.5 6.5 8.3 0.1 15.5 7.6 33.0 1.6 16.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 17 . 6 6 . 6 4 5 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 192,920 : : Positions : : 34,991 18,860 30,255 71,017 24,932 0 980 18 51,849 9,448 1,606 : : : : Changes from: February 7, 2012 : : 1,344 -474 880 424 270 0 40 0 886 456 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 9.8 15.7 36.8 12.9 0.0 0.5 0.0 26.9 4.9 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 4 4 5 7 9 0 . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 89,378 : : Positions : : 6,720 7,557 7,662 20,728 39,859 9,350 413 8,700 4,506 433 8,186 : : : : Changes from: February 7, 2012 : : 143 85 343 1,136 -789 234 -451 -282 48 16 498 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.5 8.5 8.6 23.2 44.6 10.5 0.5 9.7 5.0 0.5 9.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 5 5 10 10 18 11 5 11 6 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 464,251 : : Positions : : 59,475 50,636 46,944 80,668 240,635 0 593 17,384 28,661 756 58,283 : : : : Changes from: February 7, 2012 : : 361 585 2,103 3,015 3,081 0 -110 589 1,636 15 427 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 10.9 10.1 17.4 51.8 0.0 0.1 3.7 6.2 0.2 12.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 6 6 9 17 26 0 . . 9 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 17,302 : : Positions : : 10,202 9,351 3,078 4,204 2,972 0 25 0 600 300 450 : : : : Changes from: February 7, 2012 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 54.0 17.8 24.3 17.2 0.0 0.1 0.0 3.5 1.7 2.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 12 5 7 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 73,757 : : Positions : : 5,968 2,751 24,471 17,309 25,535 3,562 4,927 1,835 1,350 7,078 7,499 : : : : Changes from: February 7, 2012 : : 0 0 -48 415 546 94 0 -43 0 0 1,150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.1 3.7 33.2 23.5 34.6 4.8 6.7 2.5 1.8 9.6 10.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 5 . 8 9 15 . . 5 . . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 32,378 : : Positions : : 750 2,656 11,973 11,730 11,345 4,560 897 575 0 1,125 1,200 : : : : Changes from: February 7, 2012 : : 400 -45 -581 1,154 -5,760 1,255 0 -5,975 0 50 650 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.3 8.2 37.0 36.2 35.0 14.1 2.8 1.8 0.0 3.5 3.7 : : : : Number of Traders in Each Category Total Traders: 24 : : . 4 6 6 12 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 9,360 : : Positions : : 2,162 1,525 1,200 5,617 1,468 3,426 0 702 300 0 0 : : : : Changes from: February 7, 2012 : : 0 600 0 200 0 776 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 16.3 12.8 60.0 15.7 36.6 0.0 7.5 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 6 6 . 7 4 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 27,462 : : Positions : : 575 1,796 940 2,861 6,904 2,213 410 4,815 4,503 2,625 3,721 : : : : Changes from: February 7, 2012 : : -155 -157 5 891 -832 -113 16 745 917 -302 996 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.1 6.5 3.4 10.4 25.1 8.1 1.5 17.5 16.4 9.6 13.6 : : : : Number of Traders in Each Category Total Traders: 27 : : . . 4 4 9 6 . 5 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 16,540 : : Positions : : 1,273 454 497 2,892 9,861 1,965 709 1,316 469 369 149 : : : : Changes from: February 7, 2012 : : 1,118 125 -778 538 1,672 425 -62 500 -93 7 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.7 2.7 3.0 17.5 59.6 11.9 4.3 8.0 2.8 2.2 0.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 4 . 5 8 13 7 . 6 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 102,690 : : Positions : : 11,304 10,970 17,279 18,744 47,592 1,313 0 6,005 1,756 211 7,111 : : : : Changes from: February 7, 2012 : : 251 249 262 1,155 1,463 352 -71 294 365 76 121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 10.7 16.8 18.3 46.3 1.3 0.0 5.8 1.7 0.2 6.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 6 7 6 10 16 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 363,280 : : Positions : : 130,345 253,638 35,788 13,283 17,348 91,704 3,797 24,903 13,150 14,524 21,647 : : : : Changes from: February 7, 2012 : : 9,661 11,379 1,028 -278 1,856 1,698 1,059 -608 -893 813 541 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 69.8 9.9 3.7 4.8 25.2 1.0 6.9 3.6 4.0 6.0 : : : : Number of Traders in Each Category Total Traders: 218 : : 70 79 15 6 18 72 4 37 13 12 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 21,927 : : Positions : : 8,251 13,358 0 3,416 13 2,759 0 276 5,590 209 201 : : : : Changes from: February 7, 2012 : : -151 189 0 -249 0 51 0 -51 105 0 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 60.9 0.0 15.6 0.1 12.6 0.0 1.3 25.5 1.0 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 6 17 0 . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 8,611 : : Positions : : 3,930 4,719 2,506 330 1,569 100 0 0 196 1,689 254 : : : : Changes from: February 7, 2012 : : 150 300 100 -50 571 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 54.8 29.1 3.8 18.2 1.2 0.0 0.0 2.3 19.6 2.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 19 8 . 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 53,677 : : Positions : : 46,143 27,720 4,125 24,143 1,505 851 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : 4,626 3,831 180 977 49 26 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 51.6 7.7 45.0 2.8 1.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 22 7 7 8 4 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 18,489 : : Positions : : 13,793 13,643 3,504 3,731 965 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : 1,150 1,175 25 0 233 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 73.8 19.0 20.2 5.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 7 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 8,015 : : Positions : : 4,585 3,325 1,815 400 990 575 0 0 50 3,300 0 : : : : Changes from: February 7, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 41.5 22.6 5.0 12.4 7.2 0.0 0.0 0.6 41.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 8 8 . 6 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 4,265 : : Positions : : 2,319 3,040 537 236 415 123 0 0 492 353 221 : : : : Changes from: February 7, 2012 : : 474 187 0 0 0 0 0 0 -55 263 178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 71.3 12.6 5.5 9.7 2.9 0.0 0.0 11.5 8.3 5.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 7 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 24,255 : : Positions : : 14,189 12,874 5,652 4,066 1,585 255 3,423 21 797 427 1,756 : : : : Changes from: February 7, 2012 : : 310 965 619 43 -17 75 0 21 32 -17 132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 53.1 23.3 16.8 6.5 1.1 14.1 0.1 3.3 1.8 7.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 22 27 11 7 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 11,709 : : Positions : : 9,677 6,951 139 2,181 623 881 657 288 45 1,007 0 : : : : Changes from: February 7, 2012 : : 908 655 107 -165 215 50 430 -171 0 145 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 59.4 1.2 18.6 5.3 7.5 5.6 2.5 0.4 8.6 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 21 . 7 . . . . . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 27,909 : : Positions : : 12,756 13,345 3,417 8,160 2,067 0 2,341 0 8,809 691 475 : : : : Changes from: February 7, 2012 : : 232 145 -111 105 30 0 0 0 129 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 47.8 12.2 29.2 7.4 0.0 8.4 0.0 31.6 2.5 1.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 11 17 8 9 8 0 4 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 26,578 : : Positions : : 19,395 13,780 241 5,471 485 1,470 0 24 350 0 1,600 : : : : Changes from: February 7, 2012 : : 2,003 468 0 776 -182 -155 0 0 -200 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 51.8 0.9 20.6 1.8 5.5 0.0 0.1 1.3 0.0 6.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . 5 4 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated February 17, 2012